Aiming at to avoid the drawbacks of the identity privacy protection scheme in Long Term Evolution-Wireless Local Area Network (LTE-WLAN) heterogeneous converged network proposed by the 3rd Generation Partnership Project (3GPP), an improved scheme based on identity index is proposed to achieve anonymity, untraceability and dynamic identity. Security analysis shows that our proposed scheme can prevent replay attack and man-in-the-middle attack for network layer authentication. The results of comparison with the related schemes show that security and efficiency of our proposed scheme is prior to some other existing ones with low computation cost and short time delay.